Benzema limped off half an hour into the game after appearing to twist an ankle with no opponent nearby, and Madrid's woes were further compounded by second half goals from Celta's Mario Bermejo and Cristian Bustos.

Cristiano Ronaldo's late strike kept his side well in the tie ahead of January's second leg, but a more immediate worry for Madrid boss Jose Mourinho was the injury to Benzema which is likely to leave Madrid without a recognised centre-forward for Sunday's Primera Division clash with Espanyol.

"I think it was an ankle problem, but I have not thought about it yet," said Mourinho after the game, with initial reports in the Spanish media suggesting Benzema is unlikely to make the weekend's game.

Madrid's current lack of resources up front was highlighted as young defender Raphael Varane spent the last 20 minutes as Balaidos playing as an emergency striker.

"Varane was a champion because he got injured and stayed on the pitch," Mourinho said. "He did more injured than some who were not injured. He did his work as a centre-forward because he could not sprint and play as a defender."

With Benzema a doubt and Mourinho's other senior centre-forward Gonzalo Higuain still sidelined with a hamstring problem, youngster Alvaro Morata could feature on Sunday at the Estadio Santiago Bernabeu.

Mourinho admitted that, in hindsight, not having Morata, 20, on the bench in Vigo had been a mistake.

"Leaving Morata out was my decision," he said. "That is why I am here, to make decisions. Sometimes they go well, sometimes badly. And it went badly today, because he should have been on the bench."

Without naming names Mourinho questioned whether some of his players had shown enough commitment.

"I will speak with some players," he said. "It would have been better to take a chance with Morata. Although he is still green and raw, he has more ambition than a player who did not want to play this game. Cold, rain, the Copa... It is not always the coach who is responsible. I assume my own responsibilities."

Given Ronaldo's late away goal, Madrid were still favourites to go through after the second leg, which is to be played at the Bernabeu on January 9, said Mourinho.

"We can still go through," said Mourinho. "We do not need to make a historical comeback, to win 4-0 or 5-0. We just need to win and I think we can win. But I also know that Celta will play all their cards. Our stadium will be more emotional than if we had won here. We must turn the result around. We can win the tie."